I'd never heard of firework displays in broad daylight, but apparently they're not that uncommon. Instead of exploding lights in the sky, they use colored smoke to create their visual impressions. Here's a video clip of a daytime fireworks display on the occasion of the opening of the Mathaf Arab Museum of Modern Art in Qatar earlier this year.
The man behind the display, Chinese designer Cai Guo-Qiang, has produced several others. You'll find video clips of some of them on YouTube.